Algorithmic Trading with MATLAB - 2009 update

Versione 1.0.0.1 (3,19 MB) da Ameya Deoras
M-file scripts and Simulink models from webinar on 28 May 2009
5.0
(6)
7,9K download
Aggiornato 1 set 2016

Visualizza la licenza

These are the files and some of the data that I used in my recent webinar on Algorithmic Trading. Data has been shortened for size reasons. Included are:
MARISA
Nearest Neighbour model
Trailing stop-loss code
an illustration of Takens Theorem
Also included are Simulink models showing:
Moving Average crossover model
Simple tracking of the FTSE 100 - intro to basket trading
A bollinger band model using Stateflow
A simple market making system based on a paper by Sanmay Das

Cita come

Ameya Deoras (2024). Algorithmic Trading with MATLAB - 2009 update (https://www.mathworks.com/matlabcentral/fileexchange/24320-algorithmic-trading-with-matlab-2009-update), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2009a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Transaction Cost Analysis in Help Center e MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versione Pubblicato Note della release
1.0.0.1

Updated license
1.0.0.0